+338.7%
ELF vs ED
+141.1%
+197.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.3% |
| 30D | +7.7% | +11.2% | -3.4% | +6.7% |
| 3M | +24.7% | +11.8% | +12.9% | +23.4% |
| 6M | +114.6% | +14.1% | +100.6% | +111.7% |
| YTD | +55.8% | +23.0% | +32.8% | +52.2% |
| 1Y | +51.9% | +23.7% | +28.3% | +48.3% |
| 3Y | +24.6% | +47.7% | -23.2% | +15.4% |
| 5Y | +279.2% | +82.6% | +196.6% | +234.6% |
| 10Y | +338.7% | +141.8% | +197.0% | +291.8% |
| All | +338.7% | +141.1% | +197.7% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling